245 lines
11 KiB
MQL5
245 lines
11 KiB
MQL5
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//+------------------------------------------------------------------+
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//| TEST_EA_AO_DZZ_IB_OB.mq5 |
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//| Copyright 2014, PunkBASSter |
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//| https://login.mql5.com/en/users/punkbasster |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2014, PunkBASSter"
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#property link "https://login.mql5.com/en/users/punkbasster"
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#property version "1.00"
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//+------------------------------------------------------------------+
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//| Include |
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//+------------------------------------------------------------------+
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#include <Expert\ExpertAdvanced.mqh> //WHAT WAS BEFORE: #include <Expert\Expert.mqh>
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//--- available signals
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#include <Expert\Signal\SignalAO.mqh>
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#include <Expert\MySignals\PriceDeltaZZ.mqh>
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#include <Expert\MySignals\PriceInsideBar.mqh>
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#include <Expert\MySignals\PriceOutsideBar.mqh>
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//--- available trailing
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#include <Expert\Trailing\TrailingNone.mqh>
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//--- available money management
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#include <Expert\Money\MoneyFixedLot.mqh>
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//+------------------------------------------------------------------+
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//| Inputs |
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//+------------------------------------------------------------------+
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//--- inputs for expert
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input string Expert_Title ="TEST_EA_AO_DZZ_IB_OB"; // Document name
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ulong Expert_MagicNumber =377; //
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bool Expert_EveryTick =false; //
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//--- inputs for main signal
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input int Signal_ThresholdOpen =10; // Signal threshold value to open [0...100]
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input int Signal_ThresholdClose =10; // Signal threshold value to close [0...100]
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/*The commented parameters are not used. You can delete commented lines:
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input double Signal_PriceLevel =0.0; // Price level to execute a deal
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input double Signal_StopLevel =50.0; // Stop Loss level (in points)
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input double Signal_TakeLevel =50.0; // Take Profit level (in points)
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input int Signal_Expiration =4; // Expiration of pending orders (in bars)
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*/
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input double Signal_AO_Weight =1.0; // Awesome Oscillator H12 Weight [0...1.0]
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input int Signal_DeltaZZ_PM_setAppPrice=1; // DeltaZZ Price Module(1,0,...) Applied price: 0 - Close
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input int Signal_DeltaZZ_PM_setRevMode =0; // DeltaZZ Price Module(1,0,...) Reversal mode: 0 - Pips
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input int Signal_DeltaZZ_PM_setPips =300; // DeltaZZ Price Module(1,0,...) Reverse in pips
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input double Signal_DeltaZZ_PM_setPercent =0.5; // DeltaZZ Price Module(1,0,...) Reverse in percent
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input int Signal_DeltaZZ_PM_setLevels =2; // DeltaZZ Price Module(1,0,...) Peaks number
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input double Signal_DeltaZZ_PM_setTpRatio =1.6; // DeltaZZ Price Module(1,0,...) TP:SL ratio
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input int Signal_DeltaZZ_PM_setExpBars =10; // DeltaZZ Price Module(1,0,...) Expiration after bars number
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input double Signal_DeltaZZ_PM_Weight =1.0; // DeltaZZ Price Module(1,0,...) Weight [0...1.0]
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input double Signal_IB_PM_setTpRatio =2; // Inside Bar Price Module(2,...) TP:SL ratio
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input int Signal_IB_PM_setExpBars =10; // Inside Bar Price Module(2,...) Expiration after bars number
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input int Signal_IB_PM_setOrderOffset =5; // Inside Bar Price Module(2,...) Offset for open and stop loss
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input double Signal_IB_PM_Weight =0.5; // Inside Bar Price Module(2,...) Weight [0...1.0]
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input double Signal_OB_PM_setTpRatio =1.5; // Outside Bar Price Module TP:SL ratio
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input int Signal_OB_PM_setExpBars =10; // Outside Bar Price Module Expiration after bars number
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input int Signal_OB_PM_setOrderOffset =5; // Outside Bar Price Module Offset for open and stop loss
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input double Signal_OB_PM_Weight =0.7; // Outside Bar Price Module Weight [0...1.0]
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//--- inputs for money
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input double Money_FixLot_Percent =10.0; // Percent
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input double Money_FixLot_Lots =0.1; // Fixed volume
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//+------------------------------------------------------------------+
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//| Global expert object |
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//+------------------------------------------------------------------+
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CExpertAdvanced ExtExpert; //WHAT WAS BEFORE: CExpert ExtExpert;
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//+------------------------------------------------------------------+
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//| Initialization function of the expert |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Initializing expert
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if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
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{
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//--- failed
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printf(__FUNCTION__+": error initializing expert");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creating signal
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CExpertSignalAdvanced *signal=new CExpertSignalAdvanced; //WAS BEFORE: CExpertSignal *signal=new CExpertSignal;
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if(signal==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating signal");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//---
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ExtExpert.InitSignal(signal);
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signal.ThresholdOpen(Signal_ThresholdOpen);
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signal.ThresholdClose(Signal_ThresholdClose);
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/*The commented parameters are not used. You can delete commented lines:
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signal.PriceLevel(Signal_PriceLevel);
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signal.StopLevel(Signal_StopLevel);
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signal.TakeLevel(Signal_TakeLevel);
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signal.Expiration(Signal_Expiration);
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*/
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//--- Creating filter CSignalAO
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CSignalAO *filter0=new CSignalAO;
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if(filter0==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating filter0");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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signal.AddFilter(filter0);
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//--- Set filter parameters
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filter0.Period(PERIOD_H12);
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filter0.Weight(Signal_AO_Weight);
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//--- Creating filter CPriceDeltaZZ
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CPriceDeltaZZ *filter1=new CPriceDeltaZZ;
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if(filter1==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating filter1");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//=====================================================================================
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signal.CalcPriceModuleIndex();//<--- ADD THIS LINE BEFORE ADDING THE FIRST PRICE MODULE
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//=====================================================================================
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signal.AddFilter(filter1);
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//--- Set filter parameters
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filter1.setAppPrice(Signal_DeltaZZ_PM_setAppPrice);
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filter1.setRevMode(Signal_DeltaZZ_PM_setRevMode);
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filter1.setPips(Signal_DeltaZZ_PM_setPips);
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filter1.setPercent(Signal_DeltaZZ_PM_setPercent);
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filter1.setLevels(Signal_DeltaZZ_PM_setLevels);
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filter1.setTpRatio(Signal_DeltaZZ_PM_setTpRatio);
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filter1.setExpBars(Signal_DeltaZZ_PM_setExpBars);
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filter1.Weight(Signal_DeltaZZ_PM_Weight);
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//--- Creating filter CPriceInsideBar
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CPriceInsideBar *filter2=new CPriceInsideBar;
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if(filter2==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating filter2");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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signal.AddFilter(filter2);
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//--- Set filter parameters
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filter2.setTpRatio(Signal_IB_PM_setTpRatio);
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filter2.setExpBars(Signal_IB_PM_setExpBars);
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filter2.setOrderOffset(Signal_IB_PM_setOrderOffset);
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filter2.Weight(Signal_IB_PM_Weight);
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//--- Creating filter CPriceOutsideBar
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CPriceOutsideBar *filter3=new CPriceOutsideBar;
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if(filter3==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating filter3");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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signal.AddFilter(filter3);
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//--- Set filter parameters
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filter3.setTpRatio(Signal_OB_PM_setTpRatio);
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filter3.setExpBars(Signal_OB_PM_setExpBars);
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filter3.setOrderOffset(Signal_OB_PM_setOrderOffset);
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filter3.Weight(Signal_OB_PM_Weight);
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//--- Creation of trailing object
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CTrailingNone *trailing=new CTrailingNone;
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if(trailing==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating trailing");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add trailing to expert (will be deleted automatically))
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if(!ExtExpert.InitTrailing(trailing))
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{
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//--- failed
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printf(__FUNCTION__+": error initializing trailing");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set trailing parameters
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//--- Creation of money object
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CMoneyFixedLot *money=new CMoneyFixedLot;
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if(money==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating money");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add money to expert (will be deleted automatically))
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if(!ExtExpert.InitMoney(money))
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{
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//--- failed
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printf(__FUNCTION__+": error initializing money");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set money parameters
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money.Percent(Money_FixLot_Percent);
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money.Lots(Money_FixLot_Lots);
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//--- Check all trading objects parameters
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if(!ExtExpert.ValidationSettings())
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{
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//--- failed
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Tuning of all necessary indicators
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if(!ExtExpert.InitIndicators())
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{
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//--- failed
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printf(__FUNCTION__+": error initializing indicators");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- ok
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinitialization function of the expert |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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ExtExpert.Deinit();
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}
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//+------------------------------------------------------------------+
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//| "Tick" event handler function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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ExtExpert.OnTick();
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}
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//+------------------------------------------------------------------+
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//| "Trade" event handler function |
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//+------------------------------------------------------------------+
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void OnTrade()
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{
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ExtExpert.OnTrade();
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}
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//+------------------------------------------------------------------+
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//| "Timer" event handler function |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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ExtExpert.OnTimer();
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}
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//+------------------------------------------------------------------+
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